-29.6%
ZTS vs OUST
+41.3%
-70.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -0.6% | +31.9% | -32.5% | -0.3% |
| 30D | +11.0% | -4.2% | +15.2% | +10.9% |
| 3M | +10.9% | -9.3% | +20.2% | +10.9% |
| 6M | +0.9% | +51.7% | -50.7% | -4.5% |
| YTD | -33.0% | +76.6% | -109.6% | -35.4% |
| 1Y | -29.6% | +48.9% | -78.5% | -32.3% |
| All | -29.6% | +41.3% | -70.9% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling